Anic Equity

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Total return since start: 0.562 %

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Equity now: -----------------------------> 47714.75 Kr

Max Equity ever reached: ------------> 48629.89 Kr

Portfolio value: --------------------------> 46319.73 Kr

PnL: ---------------------------------------> -568.84 Kr

DD now: ---------------------------------> -1.882 %

Max portfolio DD since start: ----> -13.025 %

Updated:

'2023-01-20 16:56:12.608695'

Anic Portfolio

Today

Return: 0.847 %

This Week

Return: 0.381 %

Total

Return: 56.206 %

Benchmark comparison TODAY

Benchmark comparison

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings

	volume	changePercent	value	profit	profitPercent	acquiredValue
name
Beijer Electronics Group	26	2.870000	3172.000000	201.000000	6.770000	2971.000006
HEBA B	70	0.900000	2758.000000	122.000000	4.630000	2636.000010
SAAB B	8	0.350000	3438.400000	61.400000	1.820000	3377.000000
FM Mattsson Mora Group B	50	-1.820000	2975.000000	48.000000	1.640000	2927.000000
Corem Property Group B	59	0.480000	614.190000	37.190000	6.450000	576.999999
AcadeMedia	12	2.070000	591.360000	34.360000	6.170000	557.000004
Resurs Holding	22	4.580000	602.800000	28.800000	5.020000	573.999998
Samhällsbyggnadsbo. i Norden B	20	1.140000	382.500000	27.500000	7.750000	355.000000
Boozt	12	3.400000	1680.000000	26.000000	1.570000	1653.999996
MedCap	2	1.140000	445.000000	24.000000	5.700000	421.000000
OEM International B	7	1.830000	546.000000	18.000000	3.410000	527.999997
Norva24 Group	16	-3.060000	558.400000	15.400000	2.840000	543.000000
Fastighetsbolag. Emilshus Pref	21	1.860000	575.400000	13.400000	2.380000	562.000005
HMS Networks	2	-0.640000	682.000000	9.000000	1.340000	673.000000
Intrum	4	-0.340000	534.400000	7.400000	1.400000	527.000000
Eastnine	4	-2.200000	498.400000	7.400000	1.510000	491.000000
Karnov Group	9	4.350000	540.000000	4.000000	0.750000	536.000004
Sampo Oyj SDB	7	1.760000	3853.500000	3.500000	0.090000	3850.000000
Swedbank A	3	0.690000	566.850000	2.850000	0.510000	564.000000
Essity B	2	0.770000	575.600000	1.600000	0.280000	574.000000
Coor Service Management Hold.	8	0.600000	533.200000	1.200000	0.230000	532.000000
Essity A	4	0.000000	1150.000000	1.000000	0.090000	1149.000000
Creaspac SPAC	6	0.420000	577.800000	0.800000	0.140000	577.000002
Handelsbanken A	5	0.650000	543.750000	-2.250000	-0.410000	546.000000
Samhällsbyggnadsbo. i Norden D	12	0.000000	242.160000	-3.840000	-1.560000	246.000000
Securitas B	6	0.170000	564.720000	-5.280000	-0.930000	570.000000
CTEK	13	1.530000	525.330000	-8.670000	-1.620000	533.999999
Nordea Bank Abp	29	0.660000	3443.460000	-10.540000	-0.310000	3453.999992
Midsona B	63	2.070000	559.440000	-23.560000	-4.040000	582.999984
International Petroleum Corp.	5	0.840000	543.000000	-51.570000	-8.670000	594.565215
Vivesto	1368	-0.490000	555.960000	-57.040000	-9.310000	612.999432
Axfood	13	0.460000	3658.200000	-97.800000	-2.600000	3756.000001
OX2	18	1.700000	1450.800000	-213.200000	-12.810000	1663.999992
Fasadgruppen Group	35	2.560000	3500.000000	-311.000000	-8.160000	3810.999990
Ovzon	52	-0.360000	2880.800000	-481.200000	-14.310000	3361.999992
TOTAL			46318.420000	-570.150000	-1.88475%	46888.564618

Updated:

'2023-01-20 16:55:20.743449'

None

Last optimization/rebalancing:

'2023-01-02'

Next optimization/rebalancing:

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!

AVAN-Live vs backtest and OMXSE30 2023

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Walk forward test results - depending on starting day

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %.

Walk forward test results - Distribution of maximal drawdowns

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.